Asymptotic properties of local polynomial regression with missing data and correlated errors

DOI10.1007/S10463-007-0136-2zbMATH Open1294.62087OpenAlexW2056521755MaRDI QIDQ734422FDOQ734422

Authors: Ana Pérez-González, Juan Manuel Vilar-Fernández, Wenceslao González-Manteiga 

Publication date: 13 October 2009

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2183/863

Recommendations

• Asymptotic properties of estimates of locally linear regression with missing data at random
• Nonparametric variance function estimation with missing data
• LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS
• Consistency and asymptotic normality of local \(M\)-estimators in case of missing response data
• The local linear \(M\)-estimation with missing response data

zbMATH Keywords

local polynomial regressioncorrelated errorsmissing response

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cited In (13)

• Asymptotic properties of estimates of locally linear regression with missing data at random
• Nonparametric variance function estimation with missing data
• Local polynomial estimation of regression operators from functional data with correlated errors
• Nonparametric regression with responses missing at random and the scale depending on auxiliary covariates
• Estimation in nonparametric functional-on-functional models with surrogate responses
• FDA: theoretical and practical efficiency of the local linear estimation based on the \(k\)NN smoothing of the conditional distribution when there are missing data
• Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
• Local polynomial regression with correlated errors in random design and unknown correlation structure
• General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters
• Regression model for surrogate data in high dimensional statistics
• Nonparametric estimation of the conditional distribution function for surrogate data by the regression model
• Semiparametric \(M\)-estimation with non-smooth criterion functions
• k‐Nearest neighbors local linear regression for functional and missing data at random

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